1. Field of the Invention
The present invention relates to an information processing apparatus, an information processing method, and a program product.
2. Description of the Related Art
Generally, when providing financing, a financial institution assigns a rating to a customer based on financial data such as a balance sheet, an income statement and so on of the customer and determines a financing amount based on the credit limit corresponding to the rating which was previously determined in the financial institution.
For example, Japanese Laid-open Patent Publication No. 2002-7703 (alternatively referred to herein as Patent Document 1), the entirety of which is incorporated by reference herein, discloses a financial transaction system configured such that the credit line (credit limit) according to an in-house score (rating previously determined for the company) is set in advance for each enterprise scale of a business partner obtained from information such as sales, total assets, equity capital and so on available from research agencies so that once the in-house score and the enterprise scale are determined, the credit line is automatically set.
In the technology discussed in Patent Document 1, a method based on the expected loss (EL) is adopted to derive the upper limit of the credit line on the assumption that “if the actual number of failures is the same as the predicted number of failures,” but a loss exceeding the expected loss is not taken into account. Further, the EL is an indicator having the same value in the case where 10 billion yen is loaned to one enterprise and in the case where 5 billion yen is loaned to each of two enterprises, without considering the actual number of obligors (effective obligor number) based on the bias of the balance. In short, the conventional technology does not appropriately take into account the risk amount in the calculation of the credit limit and thus has a problem of failing to appropriately set the credit limit.